+234.1%
TER vs CTVA
+17.0%
+217.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.1% |
| 7D | +12.4% | -5.8% | +18.2% | +12.5% |
| 30D | +5.1% | +11.1% | -5.9% | +4.3% |
| 3M | +4.0% | +13.2% | -9.3% | +0.3% |
| 6M | +29.5% | +8.7% | +20.8% | +25.9% |
| YTD | +98.5% | +27.3% | +71.2% | +93.2% |
| 1Y | +234.1% | +18.0% | +216.1% | +216.1% |
| All | +234.1% | +17.0% | +217.1% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling